No Location or Sticky option

Hi, I created a new blog with the Oxygen theme and I am trying to get the slider to work. I've read a lot of tutorials and I do not have the Location button in the screen options. I don't have the Sticky option neither.
Can you help?

Showcase page template
When you first activate Oxygen, you’ll see your posts in a traditional blog format but if you’d like to showcase your content in an online magazine-like fashion, then you can use the Showcase Page template. ...

Post thumbnails are 470 pixels wide, unless you make the post Sticky to show off in the featured slider, in which case they’re 750 pixels wide. Keep in mind: if you mark a post as Sticky but the featured image is less than 750 pixels wide, then it won’t display in the slider and will still disappear from the river of posts.

Don't read or watch irrelevant instructions: there's no Location button on the wordpress.com version of the theme.

Step-by-step, as briefly as possible:
1. Set a featured image to each post. Make sure the images are at least 750px wide.
2. After you've published at least ten posts, edit six of them and mark them as stickies.
3a. Create a new page in Pages > Add New: enter a title but no content, select the showcase template for it from the Template pulldown in the Page Attributes module, publish.
3b. Go to Settings > Reading and set the blog front to display this new page.

You're welcome.
You can have the pretty slideshow at any moment, but the page won't look correct with only a couple of posts in the slider and nothing in the "recent articles" and "more articles" sections.